RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable BK_REVGAPVR
Quarterly Data From 1966:01 To 2006:04
Usable Observations    164      Degrees of Freedom   162
Centered R**2     0.003295      R Bar **2  -0.002857
Uncentered R**2   0.352436      T x R**2      57.799
Mean of Dependent Variable      0.4272953090
Std Error of Dependent Variable 0.5837107485
Standard Error of Estimate      0.5845440579
Sum of Squared Residuals        55.354064410
Log Likelihood                    -143.64438
Durbin-Watson Statistic             0.357216

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  0.445011070  0.100795015      4.41501  0.00001010
2.  DUM98Q1                  -0.080705135  0.145820304     -0.55346  0.57995114

Difference in means =       -0.08071

Statistics on Series T_OVN_STDDEV
Quarterly Data From 1947:01 To 3196:04
Observations              5000
Sample Mean          -0.001408      Variance            1.489750
Standard Error        1.220553      of Sample Mean      0.017261
t-Statistic (Mean=0) -0.081583      Signif Level        0.934982
Skewness             -0.138472      Signif Level (Sk=0) 0.000064
Kurtosis (excess)     0.313594      Signif Level (Ku=0) 0.000006
Jarque-Bera          36.466442      Signif Level (JB=0) 0.000000

Minimum              -4.568505      Maximum             4.560895
01-%ile              -3.036377      99-%ile             2.816112
05-%ile              -2.078389      95-%ile             1.949506
10-%ile              -1.554137      90-%ile             1.499029
25-%ile              -0.776402      75-%ile             0.809871
Median                0.024109

